Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-22 0.526689 0.588976 0.658599 0.742761 0.842512 0.957941 1.103052
2024-12-29 0.454506 0.532630 0.625974 0.747459 0.904029 1.102850 1.380924
2025-01-05 0.404841 0.491434 0.600311 0.750554 0.958038 1.243492 1.683429
2025-01-12 0.363573 0.453701 0.571715 0.742555 0.992669 1.361863 1.984144
2025-01-19 0.322808 0.411179 0.530469 0.709625 0.984264 1.413563 2.194337
2025-01-26 0.301743 0.392498 0.518924 0.716297 1.034275 1.564038 2.616467
2025-02-02 0.284572 0.377165 0.509859 0.724530 1.086931 1.729281 3.125215
2025-02-09 0.266015 0.357931 0.492723 0.717295 1.111671 1.849323 3.588335
2025-02-16 0.252582 0.344905 0.483399 0.721022 1.155451 2.015134 4.230627
2025-02-23 0.234577 0.323556 0.459124 0.696530 1.143081 2.063556 4.600291
2025-03-02 0.217163 0.301902 0.432600 0.665218 1.112880 2.066997 4.849709
2025-03-09 0.209259 0.294372 0.428091 0.672042 1.158419 2.251248 5.748977
2025-03-16 0.204852 0.292317 0.432851 0.697181 1.248183 2.573960 7.393692
2025-03-23 0.198175 0.286120 0.430069 0.707832 1.309297 2.846618 9.145037
2025-03-30 0.191398 0.279272 0.425544 0.714501 1.362899 3.119530 11.253241
2025-04-06 0.183344 0.269782 0.415617 0.709245 1.387725 3.318520 13.293342
2025-04-13 0.172319 0.254706 0.394720 0.679552 1.348372 3.304713 14.078347
2025-04-20 0.167443 0.249755 0.391699 0.686574 1.402246 3.619954 17.683630
2025-04-27 0.163071 0.245388 0.389384 0.694780 1.460992 3.981142 22.677987
2025-05-04 0.157075 0.237875 0.380691 0.688208 1.478986 4.200761 27.156459
2025-05-11 0.152778 0.233101 0.376815 0.691881 1.526423 4.564147 34.932788
2025-05-18 0.145534 0.222781 0.361737 0.668821 1.493128 4.571642 38.011891
2025-05-25 0.137947 0.211560 0.344383 0.639248 1.436789 4.459703 38.957460